Computational Model Library

Displaying 10 of 227 results for "Curtis W Marean" clear search

Parallel trading systems

Marcin Czupryna | Published Friday, June 26, 2020

The model simulates agents behaviour in wine market parallel trading systems: auctions, OTC and Liv-ex. Models are written in JAVA and use MASON framework. To run a simulation download source files with additional src folder with sobol.csv file. In WineSimulation.java set RESULTS_FOLDER parameter. Uses following external libraries mason19..jar, opencsv.jar, commons-lang3-3.5.jar and commons-math3-3.6.1.jar.

This model simulates the behaviour of the agents in 3 wine markets parallel trading systems: Liv-ex, Auctions and additionally OTC market (finally not used). Behavioural aspects (impatience) is additionally modeled. This is an extention of parallel trading systems model with technical trading (momentum and contrarian) and noise trading.

The goal of the paper is to propose an abstract but formalised model of how Schwartz higher order values may influence individual decisions on sharing an individual effort among alternative economic activities. Subsequently, individual decisions are aggregated into the total (collective) economic output, taking into account interactions between the agents. In particular, we explore the relationship between individual higher order values: Self–Enhancement, Self–Transcendence, Openness to Change, and Conservation – measured according to Schwartz’s universal human values theory – and individual and collective economic performance, by means of a theoretical agent based model. Furthermore, based on empirical observations, Openness to Change (measured by the population average in the case of collective output) is positively associated with individual and collective output. These relations are negative for Conservation. Self-Enhancement is positively associated with individual output but negatively with collective output. In case of Self–Transcendence, this effect is opposite. The model provides the potential explanations, in terms of individual and population differences in: propensity for management, willingness to change, and skills (measured by an educational level) for the empirically observed relations between Schwartz higher order values and individual and collective output. We directly calibrate the micro–level of the model using data from the ninth round of the European Social Survey (ESS9) and present the results of numerical simulations.

This paper investigates the impact of agents' trading decisions on market liquidity and transactional efficiency in markets for illiquid (hard-to-trade) assets. Drawing on a unique order book dataset from the fine wine exchange Liv-ex, we offer novel insights into liquidity dynamics in illiquid markets. Using an agent-based framework, we assess the adequacy of conventional liquidity measures in capturing market liquidity and transactional efficiency. Our main findings reveal that conventional liquidity measures, such as the number of bids, asks, new bids and new asks, may not accurately represent overall transactional efficiency. Instead, volume (measured by the number of trades) and relative spread measures may be more appropriate indicators of liquidity within the context of illiquid markets. Furthermore, our simulations demonstrate that a greater number of traders participating in the market correlates with an increased efficiency in trade execution, while wider trader-set margins may decrease the transactional efficiency. Interestingly, the trading period of the agents appears to have a significant impact on trade execution. This suggests that granting market participants additional time for trading (for example, through the support of automated trading systems) can enhance transactional efficiency within illiquid markets. These insights offer practical implications for market participants and policymakers aiming to optimise market functioning and liquidity.

Deforestation

MohammadAli Aghajani | Published Saturday, January 20, 2024 | Last modified Saturday, January 20, 2024

Deforestation Simulation Model in NetLogo with GIS Layers

This model has developed in Netlogo software and utilizes
the GIS extension.

This NetLogo-based agent-based model (ABM) simulates deforestation dynamics using the GIS extension. It incorporates parameters like wood extraction, forest regeneration, agricultural expansion, and livestock impact. The model integrates spatial layers, including forest areas, agriculture zones, rural settlements, elevation, slope, and livestock distribution. Outputs include real-time graphical representations of forest loss, regeneration, and land-use changes. This model helps analyze deforestation patterns and conservation strategies using ABM and GIS.

Violence against women occurs predominantly in the family and domestic context. The COVID-19 pandemic led Brazil to recommend and, at times, impose social distancing, with the partial closure of economic activities, schools, and restrictions on events and public services. Preliminary evidence shows that intense co- existence increases domestic violence, while social distancing measures may have prevented access to public services and networks, information, and help. We propose an agent-based model (ABM), called VIDA, to illustrate and examine multi-causal factors that influence events that generate violence. A central part of the model is the multi-causal stress indicator, created as a probability trigger of domestic violence occurring within the family environment. Two experimental design tests were performed: (a) absence or presence of the deterrence system of domestic violence against women and measures to increase social distancing. VIDA presents comparative results for metropolitan regions and neighbourhoods considered in the experiments. Results suggest that social distancing measures, particularly those encouraging staying at home, may have increased domestic violence against women by about 10%. VIDA suggests further that more populated areas have comparatively fewer cases per hundred thousand women than less populous capitals or rural areas of urban concentrations. This paper contributes to the literature by formalising, to the best of our knowledge, the first model of domestic violence through agent-based modelling, using empirical detailed socioeconomic, demographic, educational, gender, and race data at the intraurban level (census sectors).

Universal Darwinism in Dutch Greenhouses

Julia Kasmire | Published Wednesday, May 09, 2012 | Last modified Saturday, April 27, 2013

An ABM, derived from a case study and a series of surveys with greenhouse growers in the Westland, Netherlands. Experiments using this model showshow that the greenhouse horticulture industry displays diversity, adaptive complexity and an uneven distribution, which all suggest that the industry is an evolving system.

CAUS - Configurational Analysis of Urban Systems

gkdalcin | Published Sunday, December 03, 2023

Hybrid model, composed of cellular automata and agents, which attempts to represent the spatial allocation of the population of Brazilian coastal cities based on the use of network analysis metrics as an indication of the attractiveness of the area.

The Palaeo-Agulhas Plain formed an important habitat exploited by Pleistocene hunter-gatherer populations during periods of lower sea level. This productive, grassy habitat would have supported numerous large-bodied ungulates accessible to a population of skilled hunters with the right hunting technology. It also provided a potentially rich location for plant food collection, and along its shores a coastline that moved with the rise and fall of sea levels. The rich archaeological and paleontological records of Pleistocene sites along the modern Cape south coast of South Africa, which would have overlooked the Palaeo-Agulhas Plain during Pleistocene times of lower sea level, provides a paleoarchive of this extinct ecosystem. In this paper, we present a first order illustration of the “palaeoscape modeling” approach advocated by Marean et al. (2015). We use a resourcescape model created from modern studies of habitat productivity without the Palaeo-Agulhas Plain. This is equivalent to predominant Holocene conditions. We then run an agent-based model of the human foraging system to investigate several research questions. Our agent-based approach uses the theoretical framework of optimal foraging theory to model human foraging decisions designed to optimize the net caloric gains within a complex landscape of spatially and temporally variable resources. We find that during the high sea-levels of MIS 5e (+5-6 m asl) and the Holocene, the absence of the Plain left a relatively poor food base supporting a much smaller population relying heavily on edible plant resources from the current Cape flora. Despite high species diversity of plants with edible storage organs, and marine invertebrates, encounter rates with highly profitable resources were low. We demonstrate that without the Palaeo-Agulhas Plain, human populations must have been small and low density, and exploited plant, mammal, and marine resources with relatively low caloric returns. The exposure and contraction of the Palaeo-Agulhas Plain was likely the single biggest driver of behavioral change during periods of climate change through the Pleistocene and into the transition to the Holocene.

This is an initial exploratory exercise done for the class @ http://thiagomarzagao.com/teaching/ipea/ Text available here: https://arxiv.org/abs/1712.04429v1
The program:
Reads output from an ABM model and its parameters’ configuration
Creates a socioeconomic optimal output based on two ABM results of the modelers choice
Organizes the data as X and Y matrices
Trains some Machine Learning algorithms

Displaying 10 of 227 results for "Curtis W Marean" clear search

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